• Thesis: Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finan

in 2016

Research stay abroad, École Nationale de la Statistique et de l'Administration Économique (ENSAE) Paris

• Qualification programme: Gender pro MINT
• Areas of training: Gender and diversity in natural sciences, science studies

• Majors: Probability theory, mathematical finance, functional analysis
• Minors: Computer science, Economics

• Major: International economics

• Major: Quantitative methods and finance
• Minor: Computer science

2017 - present

Quantitative analyst, Helvetia Insurance Group, St. Gallen

• Research in probability and mathematical finance

• Model validation and stress-testing of risk indicators and option pricing models
• Analytics for financial high-frequency data (big data)
• Quantitative development in Java, Matlab, C#, MS- and MySQL, Visual Basic

• Development of  Java, Matlab, C# applications for financial data analysis
• Consultant in quantitative finance and risk management

• In-house consulting on risk management and capital requirement regulations (Solvency II, Basel II, MaRisk)
• Development of a company-wide data management system in MS Access, Outlook, Excel and Visual Basic
• Financial data analytics in Matlab and R

• Data mining and risk analysis of insurance data in SPSS, MySQL and MS Excel

Outright scholarship of the Research Training Group 1845, Stochastic Analysis with Applications in Biology, Finance and Physics, link: RTG.

Member of the Berlin Mathematical School, link: BMS

German (native), English (fluent), French (proficient), Hebrew (proficient).

Professional: Matlab, Java, MySQL, MS SQL, Visual Basic, LaTex

Advanced: Python, C#